Sciweavers

757 search results - page 2 / 152
» Density Estimation in Linear Time
Sort
View
CSDA
2011
13 years 8 days ago
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach
This paper proposes a new method of interval estimation for the long run response (or elasticity) parameter from a general linear dynamic model. We employ the biascorrected bootst...
Jae H. Kim, Iain Fraser, Rob J. Hyndman
CORR
2002
Springer
78views Education» more  CORR 2002»
13 years 5 months ago
Linear-Time Algorithms for Computing Maximum-Density Sequence Segments with Bioinformatics Applications
an abstract optimization problem arising from biomolecular sequence analysis. For a sequence A of pairs (ai, wi) for i = 1, . . . , n and wi > 0, a segment A(i, j) is a consecu...
Michael H. Goldwasser, Ming-Yang Kao, Hsueh-I Lu
ESANN
2004
13 years 6 months ago
Linearization identification and an application to BSS using a SOM
The one-dimensional functional equation g(y(t)) = cg(z(t)) with known functions y and z and constant c is considered. The indeterminacies are calculated, and an algorithm for appro...
Fabian J. Theis, Elmar Wolfgang Lang
MA
2010
Springer
107views Communications» more  MA 2010»
13 years 3 months ago
The multiple hybrid bootstrap - Resampling multivariate linear processes
The paper reconsiders the autoregressive aided periodogram bootstrap (AAPB) which has been suggested in Kreiß and Paparoditis (2003). Their idea was to combine a time domain param...
Carsten Jentsch, Jens-Peter Kreiss
SDM
2009
SIAM
343views Data Mining» more  SDM 2009»
14 years 2 months ago
Change-Point Detection in Time-Series Data by Direct Density-Ratio Estimation.
Change-point detection is the problem of discovering time points at which properties of time-series data change. This covers a broad range of real-world problems and has been acti...
Masashi Sugiyama, Yoshinobu Kawahara